+649.6%
KMB vs EWJ
+156.6%
+493.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -3.0% | +2.5% | -5.6% | -3.6% |
| 30D | -5.5% | +3.3% | -8.8% | -6.3% |
| 3M | +14.0% | +5.0% | +9.0% | +12.2% |
| 6M | +4.1% | +11.5% | -7.5% | +0.8% |
| YTD | +8.0% | +22.4% | -14.3% | +2.1% |
| 1Y | -13.7% | +30.2% | -43.9% | -19.9% |
| 3Y | -5.9% | +72.8% | -78.8% | -19.6% |
| 5Y | -8.6% | +54.1% | -62.8% | -20.0% |
| 10Y | +17.3% | +140.6% | -123.3% | -9.5% |
| All | +649.6% | +156.6% | +493.0% | +404.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling